Volatility Forecast Evaluation and Comparison Using Imperfect Volatility Proxies
|19 October 2005
|13:00-14:00 (Timezone: Europe/London)
|ICMA Centre, Room G03/04
His research focuses on Financial Econometrics, with particular emphasis on the forecasting of asset return risk and dependence. He completed his undergraduate work in Sydney, and his PhD at the University of California, San Diego. Andrew also serves as an academic consultant to the Bank of England.